+59.6%
SCHW vs FHN
+89.3%
-29.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -2.8% | -0.8% | -2.0% | -2.5% |
| 30D | -0.1% | -2.6% | +2.6% | +0.9% |
| 3M | +20.6% | +0.8% | +19.7% | +20.0% |
| 6M | +15.9% | +9.2% | +6.7% | +12.0% |
| YTD | +8.5% | +5.1% | +3.4% | +6.2% |
| 1Y | +17.8% | +12.2% | +5.6% | +12.2% |
| 3Y | +88.5% | +132.4% | -43.9% | +37.9% |
| All | +59.6% | +89.3% | -29.7% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling